-40.9%
TSCO vs AMCR
+13.1%
-54.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +0.8% | -1.9% | +2.6% | +1.5% |
| 30D | +5.5% | -4.1% | +9.5% | +7.0% |
| 3M | +20.0% | +21.7% | -1.7% | +11.4% |
| 6M | -29.8% | +1.5% | -31.3% | -30.1% |
| YTD | -28.7% | +13.1% | -41.8% | -32.5% |
| 1Y | -40.9% | +13.0% | -53.9% | -44.2% |
| All | -40.9% | +13.1% | -54.0% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AMCR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling